| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.408669 | 3.139 | 0.001323 |
| 2 | -0.168731 | -1.296 | 0.100004 |
| 3 | -0.521672 | -4.007 | 8.7e-05 |
| 4 | -0.405573 | -3.1153 | 0.001418 |
| 5 | 0.06192 | 0.4756 | 0.318053 |
| 6 | 0.424149 | 3.2579 | 0.000932 |
| 7 | 0.311146 | 2.39 | 0.010032 |
| 8 | -0.05418 | -0.4162 | 0.339401 |
| 9 | -0.278638 | -2.1403 | 0.018239 |
| 10 | -0.275542 | -2.1165 | 0.019266 |
| 11 | 0.003096 | 0.0238 | 0.490554 |
| 12 | 0.298762 | 2.2948 | 0.012658 |
| 13 | 0.131579 | 1.0107 | 0.158149 |
| 14 | 0.043344 | 0.3329 | 0.370184 |
| 15 | -0.024768 | -0.1902 | 0.424885 |
| 16 | -0.111455 | -0.8561 | 0.197702 |
| 17 | -0.094427 | -0.7253 | 0.235565 |
| 18 | -0.02322 | -0.1784 | 0.429528 |
| 19 | 0.012384 | 0.0951 | 0.46227 |
| 20 | 0.0387 | 0.2973 | 0.383657 |
| 21 | 0.092879 | 0.7134 | 0.2392 |
| 22 | 0.006192 | 0.0476 | 0.481113 |
| 23 | -0.065015 | -0.4994 | 0.30968 |
| 24 | -0.05418 | -0.4162 | 0.339401 |
| 25 | -0.153251 | -1.1771 | 0.121933 |
| 26 | 0.009288 | 0.0713 | 0.471683 |
| 27 | 0.117647 | 0.9037 | 0.184924 |
| 28 | 0.108359 | 0.8323 | 0.204292 |
| 29 | 0.035604 | 0.2735 | 0.392721 |
| 30 | -0.065015 | -0.4994 | 0.30968 |
| 31 | -0.116099 | -0.8918 | 0.188068 |
| 32 | -0.145511 | -1.1177 | 0.134115 |
| 33 | -0.051084 | -0.3924 | 0.348096 |
| 34 | 0.032508 | 0.2497 | 0.401845 |
| 35 | 0.100619 | 0.7729 | 0.221342 |
| 36 | 0.086687 | 0.6659 | 0.254049 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.408669 | 3.139 | 0.001323 |
| 2 | -0.403055 | -3.0959 | 0.0015 |
| 3 | -0.372969 | -2.8648 | 0.002886 |
| 4 | -0.107187 | -0.8233 | 0.20682 |
| 5 | 0.162587 | 1.2489 | 0.108326 |
| 6 | 0.151915 | 1.1669 | 0.123976 |
| 7 | -0.10996 | -0.8446 | 0.200867 |
| 8 | -0.101071 | -0.7763 | 0.220324 |
| 9 | 0.076177 | 0.5851 | 0.280347 |
| 10 | -0.026378 | -0.2026 | 0.420066 |
| 11 | 0.020124 | 0.1546 | 0.438843 |
| 12 | 0.117706 | 0.9041 | 0.184805 |
| 13 | -0.251559 | -1.9323 | 0.029067 |
| 14 | 0.236875 | 1.8195 | 0.036957 |
| 15 | 0.217313 | 1.6692 | 0.050187 |
| 16 | -0.159404 | -1.2244 | 0.112833 |
| 17 | -0.155775 | -1.1965 | 0.118138 |
| 18 | 0.032876 | 0.2525 | 0.400757 |
| 19 | 0.116768 | 0.8969 | 0.186706 |
| 20 | -0.052884 | -0.4062 | 0.343029 |
| 21 | -0.059068 | -0.4537 | 0.325852 |
| 22 | -0.037664 | -0.2893 | 0.386683 |
| 23 | -0.004284 | -0.0329 | 0.486932 |
| 24 | 0.101278 | 0.7779 | 0.219858 |
| 25 | -0.174586 | -1.341 | 0.092526 |
| 26 | -0.060443 | -0.4643 | 0.322081 |
| 27 | 0.01239 | 0.0952 | 0.462253 |
| 28 | 0.139982 | 1.0752 | 0.143326 |
| 29 | 0.023143 | 0.1778 | 0.429758 |
| 30 | -0.174554 | -1.3408 | 0.092567 |
| 31 | 0.016334 | 0.1255 | 0.450291 |
| 32 | -0.068043 | -0.5226 | 0.301588 |
| 33 | -0.079046 | -0.6072 | 0.273035 |
| 34 | 0.028129 | 0.2161 | 0.414843 |
| 35 | -0.063447 | -0.4873 | 0.313909 |
| 36 | -0.07217 | -0.5543 | 0.290718 |
